+533.2%
XYZ vs AG
+604.6%
-71.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.2% | -0.5% |
| 7D | -1.0% | +1.0% | -2.0% | -1.1% |
| 30D | -1.7% | +19.2% | -20.9% | -4.2% |
| 3M | +16.7% | +6.2% | +10.6% | +15.1% |
| 6M | +26.9% | -26.7% | +53.5% | +30.6% |
| YTD | +27.1% | +26.1% | +1.0% | +20.8% |
| 1Y | +9.3% | +131.7% | -122.4% | -5.6% |
| 3Y | +42.3% | +255.3% | -213.1% | +11.5% |
| 5Y | -69.3% | +61.9% | -131.3% | -74.4% |
| 10Y | +586.8% | +72.0% | +514.8% | +468.4% |
| All | +533.2% | +604.6% | -71.4% | +429.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling